No, not in general. Some things are easier to configure in postfix, others are easier in exim. This depends all on your mail setup.

I heard that postfix shall be a bit faster then exim, but this will become relevant mostly if you try to handle several hundred thousand mails a day. But I never benchmarked both solutions and the speed will vary on your type of configuration too.

Postfix and exim are both very secure.

What about configuration? and Documentation?

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There is many good documentation out there for both mailservsers.

Maybe it is better when you describe what kind of mailserver setup you need so we might suggest you a good howto for it.

My mail set up is simple, but has been a pain to set up. I receive and process inbound mail, provide web mail, POP3 and IMAP access. For outbound ( and this is where the problem starts) I relay my mail through a DYNDNS server (outbound.mailhop.org).

The problem that I run into is with the relayhost and using a port other then 25.